A fast algorithm for solving special tridiagonal systems | Zendy

Wenrui Yan | Zendy; KuoLiang Chung | Zendy

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A fast algorithm for solving special tridiagonal systems

Author(s) -

Wenrui Yan,

KuoLiang Chung

Publication year - 1994

Publication title -

computing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.409

H-Index - 60

eISSN - 1436-5057

pISSN - 0010-485X

DOI - 10.1007/bf02238076

Subject(s) - tridiagonal matrix , toeplitz matrix , tridiagonal matrix algorithm , factorization , mathematics , diagonally dominant matrix , algorithm , gaussian elimination , linear system , diagonal , levinson recursion , stability (learning theory) , collocation (remote sensing) , algebra over a field , gaussian , computer science , pure mathematics , mathematical analysis , eigenvalues and eigenvectors , geometry , physics , quantum mechanics , machine learning , invertible matrix

In this paper, a fast algorithm for solving the special tridiagonal system is presented. This special tridiagonal system is a symmetric diagonally dominant and Toeplitz system of linear equations. The error analysis is also given. Our algorithm is quite competitive with the Gaussian elimination, cyclic reduction, specialLU factorization, reversed triangular factorization, and Toeplitz factorization methods. In addition, our result can be applied to solve the near-Toeplitz tridiagonal system. Some examples demonstrate the good efficiency and stability of our algorithm.

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